Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598456.3563 | 496406.1976 | 102050.1587 | 641305.4035 | 117507.0485 | 523798.355 |
Total P&L (%) | 598.4564 | 496.4062 | 102.0502 | 641.3054 | 117.507 | 523.7984 |
Avg Daily Profit (%) | 0.3198 | 0.2653 | 0.0545 | 0.1071 | 0.0415 | 0.0979 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81828 | -48901 | -44744 | -1326980 | -557550 | -776836 |
Profit Factor | 2.4889 | 3.2759 | 1.5551 | 1.1713 | 1.0639 | 1.2748 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 48.1013 | 42.5 | 53.8462 | 48.1013 | 42.5 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.6854 | 4.4321 | 1.333 | 1.2637 | 1.4394 | 1.0927 |
Largest Winning Trade | 433432 | 433432 | 55749 | 639217 | 639217 | 506313 |
Largest Losing Trade | -41738 | -41738 | -32858 | -566210 | -267814 | -566210 |
Avg Bars in Trades | 69 | 54 | 85 | 69 | 54 | 85 |
Avg Bars in Winners | 108 | 85 | 126 | 108 | 85 | 126 |
Avg Bars in Losers | 33 | 31 | 37 | 33 | 31 | 37 |
Bars Traded | 5508 | 2171 | 3337 | 5508 | 2171 | 3337 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18210 | 415905 | -117933 | -113728 | -290532 | -61441 |
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{ "first_band": { "type": "rma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 26, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 26, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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